I am relatively new to Linux [I use Kubuntu], and I am continually faced with a problem which is presented by the game, Rain-Slick. I downloaded the game and extracted it to its own file. Now what? I clicked on every file in hopes that there would be an installer, but nothing. I find this to be the only real problem I have with any of the various distributions [I have tried ten to fifteen distros], but it is terribly frustrating and significant enough to prevent me from recommending Linux to others.

It really depends on what you're installing. I ended up getting the game on the Xbox, so I'm not sure about the linux install.
Rule of thumb for any linux apps is that there should be a file called "README" or "INSTALL" in the archive you downloaded. Those *should* say what you need to do to install the application.
I'll try and download the game when I get home from work, and I'll see how to install it for ya tho.

Okay, so i just messed with it over VNC.
I was able to get it running, they made an easy mistake it seems when making that tarball.
There are two files you are interested in:
RainSlickEp1
RainSlickEp1_bin
The problem is that the first file runs the second one, but RainSlickEp1_bin isn't set as executable for some reason. So it just errors out when you run RainSlickEp1.
So what you need to do:
I'm not sure what gui you use, so I'm going to give you a quick how-to on how this works from the command line. Open up your terminal and cd to whatever directory you extracted the rainslickep1_linux_r3.tgz file to. In my case I did:
'cd /home/rick/rainslickep1'
then set RainSlickEp1_bin to executable.
'chmod +x RainSlickEp1_bin'
from there you can either open up your file browser and click on the 'RainSlickEp1' file, or type:
'./RainSlickEp1'
The program should start, assuming there isn't some kind of odd dependecy problem.